Big Loss of the Day --- AIG

Market Watchより:
AIG Financial Products sold guarantees on CDOs, using credit-default swaps, a type of derivative-based insurance that pays out in the event of a default. It sold "super senior" credit-default swaps that guaranteed higher-quality parts of CDOs.

うーむ、Super SeniorのCDOもほとんど無価値ということですね。AIGのMarket Capは1300億ドルぐらいですので、まあこのぐらいの損失で大騒ぎすることはないのですが、他の中小の金融機関は結構ヤバイかもしれません。
[PR]
by stupid-market | 2008-02-29 15:08 | Derivative
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